+1,549.9%
LLY vs FANG
+182.5%
+1,367.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -2.9% | +2.9% | -5.8% | -3.1% |
| 30D | -8.4% | +2.6% | -11.1% | -8.6% |
| 3M | -3.8% | +7.6% | -11.3% | -4.3% |
| 6M | +11.9% | +17.3% | -5.4% | +10.5% |
| YTD | +4.3% | +38.7% | -34.4% | +1.8% |
| 1Y | +48.5% | +51.6% | -3.2% | +43.9% |
| 3Y | +91.2% | +50.0% | +41.3% | +84.4% |
| 5Y | +387.5% | +237.6% | +149.9% | +343.5% |
| All | +1,549.9% | +182.5% | +1,367.4% | +1,375.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FANG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling